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Milano Assicurazioni SPA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 01:59 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Milano Assicurazioni SPA S0GARCH
paramt-stat
ω0.89643.99
α0.07755.57
β0.869138.66
γ10.36442.51
γ2-0.6237-3.07
γ30.44223.64
γ4-0.3484-3.08
γ50.26172.24
γ6-0.2018-1.57
γ70.25671.65
γ8-0.1327-0.78
γ9-0.1114-0.70
γ100.10261.13
Estimation Period:
Jan 1, 1990 to Jan 3, 2014
Impact of return on volatility tomorrow
Volatility Forecasts